A search for $CP$ violation in charmless three-body $\Xi_b^- \to p K^- K^-$ decays is performed using $pp$ collision data recorded with the LHCb detector, corresponding to integrated luminosities of $1\,\text{fb}^{-1}$ at a centre-of-mass energy $\sqrt{s} = 7\,\text{TeV}$, $2\,\text{fb}^{-1}$ 8\,\text{TeV}$ and 13\,\text{TeV}$. good description phase-space distribution obtained an amplitude mod...